About
Marek Rutkowski is a Professor at the Division of Mathematical Statistics and Financial Mathematics within the Faculty of Mathematics and Information Sciences at Warsaw University of Technology. His research spans mathematics, finance, and economics, with a focus on pricing, hedging, credit risk, and arbitrage. He has contributed significantly to the field, documented through 56 publications and a cumulative ministry score of 794.
Key research areas include:
- Mathematical finance and arbitrage pricing
- Risk management (credit risk, collateral, interest rates)
- Control theory and BSDE applications
His bibliometric profile includes:
- h-index (Scopus): 8
- h-index (Web of Science): 13
- Total SNIP: 36.392
- Total CiteScore: 33.72
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